That is a very odd policy and I've never heard of having to use up all your annual leave before you could access your paid maternity leave. I would have that checked for sure. I do know that alot of people put their annual leave onto the end of the paid maternity leave so that they have money coming in for a bit longer, but to have to take it beforehand is odd.

Good luck and I hope you have someone in the HR dept who can look at it for you